03263nam 22006492 450 991078444450332120151005020622.01-107-15995-41-280-81588-497866108158830-511-27436-X0-511-27506-40-511-27274-X0-511-32079-50-511-61862-X0-511-27353-3(CKB)1000000000353446(EBL)288654(OCoLC)171125630(SSID)ssj0000232521(PQKBManifestationID)11187739(PQKBTitleCode)TC0000232521(PQKBWorkID)10214754(PQKB)10134837(UkCbUP)CR9780511618628(Au-PeEL)EBL288654(CaPaEBR)ebr10167737(CaONFJC)MIL81588(MiAaPQ)EBC288654(PPN)261310593(EXLCZ)99100000000035344620090915d2007|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierRandom dynamical systems theory and applications /Rabi Bhattacharya, Mukul Majumdar[electronic resource]Cambridge :Cambridge University Press,2007.1 online resource (xv, 463 pages) digital, PDF file(s)Title from publisher's bibliographic system (viewed on 05 Oct 2015).0-521-53272-8 0-521-82565-2 Includes bibliographical references (p. 435-451) and indexes.Cover; Half-title; Dedication; Title; Copyright; Contents; Preface; Acknowledgment; Notation; 1 Dynamical Systems; 2 Markov Processes; 3 Random Dynamical Systems; 4 Random Dynamical Systems: Special Structures; 5 Invariant Distributions: Estimation and Computation; 6 Discounted Dynamic Programming Under Uncertainty; Appendix; Bibliography; Author Index; Subject IndexThis treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research.Random dynamical systemsRandom dynamical systems.515/.39Bhattacharya R. N(Rabindra Nath),1937-102761Majumdar Mukul1944-UkCbUPUkCbUPBOOK9910784444503321Random dynamical systems3675886UNINA